This study contains the final dataset used in 'Distribution regression with sample selection and UK wage decomposition, by Victor Chernozhukov, Ivan Fernandez-Val and Siyi Luo.*  The data come from the UK Family Expenditure Survey (FES) for the years 1978 to 2001, Expenditure and Food Survey (EFS) for the years 2002 to 2007, and Living Costs and Food Survey (LCFS) for 2008-2013, supplemented with variables constructed with the tax and welfare-benefit model (TAXBEN) by the Institute for Fiscal Studies (IFS).*(See: Chernozhukov, V., Fernández-Val, I.  and Luo, S. (2023) 'Distribution regression with sample selection and UK wage decomposition', CEMMAP working paper CWP09/23, Institute for Fiscal Studies/Department of Economics, UCL.)The data are available to download in Stata format only, with an accompanying Stata .do file and supplementary documentation.  Sample selection, distribution regression, quantile, heterogeneity, uniform inference, gender wage gap, assortative matching, glass ceiling.